Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 73914.49 USD Retail L-9 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 70319.36 USD Retail LC-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 49831.26 USD Retail LC-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 44641.19 USD Retail N-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 11574.23 USD Retail N-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 35159.27 USD Retail N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 18743.99 USD Retail N-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 34021.69 USD Retail N-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 73449.20 USD Retail N-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 56174.03 USD Retail N-7 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 34737.02 USD Retail P-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 940.04 USD Retail P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 12920.39 USD Retail S-8 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 60829.87 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 45613.11 USD Retail Y-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 52937.15 USD Retail Y-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 67477.73 USD Retail Y-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 69894.54 USD Retail Z-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 6208.37 USD Retail A-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 78759.69 USD Retail A-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 10042.64 USD Retail A-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 32148.22 USD Retail A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 33368.89 USD Retail CB-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 20639.79 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 70512.09 USD Retail CB-3 No